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You Have Entered into a Call Option Contract for 1

Question 27

Multiple Choice

You have entered into a call option contract for 1 period. The stock is selling for $28, you borrowed $12 at 8% and the delta is 0.6. What is the value of the call?


A) $8.89
B) $4.80
C) $5.69
D) $9.60

Correct Answer:

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